Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Non-linear predictability of U...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Capital income
71
Kapitaleinkommen
71
Prognoseverfahren
62
Forecasting model
61
Börsenkurs
57
Share price
57
Volatility
52
Volatilität
51
Estimation
49
Schätzung
49
Aktienmarkt
36
Stock market
36
United Kingdom
32
Großbritannien
31
ARCH-Modell
28
Theorie
24
Theory
24
Time series analysis
19
USA
19
United States
19
Zeitreihenanalyse
19
Exchange rate
16
Wechselkurs
16
Welt
16
World
16
forecasting
16
Stock returns
14
Cointegration
13
Correlation
13
Korrelation
13
Dividend
12
Dividende
12
Anleihe
11
Kointegration
11
Bond
10
Nichtlineare Regression
10
Nonlinear regression
10
Prognose
10
monetary policy
10
more ...
less ...
Online availability
All
Undetermined
8
Free
1
Type of publication
All
Article
28
Type of publication (narrower categories)
All
Article in journal
28
Aufsatz in Zeitschrift
28
Language
All
English
28
Author
All
McMillan, David G.
28
Speight, Alan E. H.
12
Kambouroudis, Dimos
4
Kambouroudis, Dimos S.
3
Al Rababa'a, Abdel Razzaq
2
Korkusuz, Burak
2
Ruiz, Isabel
2
Alomari, Mohammad
1
Black, Angela J.
1
Ding, Yi
1
Evans, Kevin P.
1
Evans, P.
1
Evans, Twm
1
McMillan, Fiona J.
1
Thupayagale, Pako
1
Tsakou, Katerina
1
Ur Rehman, Mobeen
1
Wu, Weiou
1
Ziadat, Salem Adel
1
more ...
less ...
Published in...
All
Applied financial economics
3
International review of financial analysis
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
The European journal of finance
2
The journal of futures markets
2
Applied economics
1
Asia-Pacific financial markets
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Finance research letters
1
International journal of banking, accounting and finance
1
International journal of finance & economics : IJFE
1
International review of finance
1
Journal of multinational financial management
1
Journal of risk
1
Managerial finance
1
Research in international business and finance
1
Resources policy
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of asset management
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Does VIX or volume improve GARCH volatility forecasts?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Applied economics
48
(
2016
)
13/15
,
pp. 1210-1228
Persistent link: https://www.econbiz.de/10011433080
Saved in:
2
Is there an ideal in-sample length for forecasting volatility?
Kambouroudis, Dimos S.
;
McMillan, David G.
- In:
Journal of international financial markets, …
37
(
2015
),
pp. 114-137
Persistent link: https://www.econbiz.de/10011475043
Saved in:
3
Time-varying correlations and interrelations : firm-level-based sector evidence
Evans, P.
;
McMillan, David G.
;
McMillan, Fiona J.
- In:
The journal of asset management
18
(
2017
)
3
,
pp. 209-221
Persistent link: https://www.econbiz.de/10011704219
Saved in:
4
Forecasting stock return volatility : a comparison of GARCH, implied volatility, and realized volatility models
Kambouroudis, Dimos S.
;
McMillan, David G.
;
Tsakou, Katerina
- In:
The journal of futures markets
36
(
2016
)
12
,
pp. 1127-1163
Persistent link: https://www.econbiz.de/10011665507
Saved in:
5
Dynamic linkages in credit risk : modeling the time-varying correlation between the money and derivatives markets over the crisis period
Wu, Weiou
;
McMillan, David G.
- In:
Journal of risk
16
(
2013
)
2
,
pp. 51-59
Persistent link: https://www.econbiz.de/10010237929
Saved in:
6
Asymmetric volatility dynamics in high frequency FTSE-100 stock index futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
13
(
2003
)
8
,
pp. 599-607
Persistent link: https://www.econbiz.de/10001770840
Saved in:
7
Nonlinear dynamics in high-frequency intraday financial data : evidence for the UK long gilt futures market
McMillan, David G.
;
Speight, Alan E. H.
- In:
The journal of futures markets
22
(
2002
)
11
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10001713575
Saved in:
8
Temporal aggregation, volatility components and volume in high frequency UK bond futures
McMillan, David G.
;
Speight, Alan E. H.
- In:
The European journal of finance
8
(
2002
)
1
,
pp. 70-92
Persistent link: https://www.econbiz.de/10001636185
Saved in:
9
Intra-day periodicity, temporal aggregation and time-to-maturity in FTSE-100 index futures volatility
McMillan, David G.
;
Speight, Alan E. H.
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 253-263
Persistent link: https://www.econbiz.de/10001939280
Saved in:
10
Daily volatility forecasts : reassessing the performance of GARCH models
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
23
(
2004
)
6
,
pp. 449-460
Persistent link: https://www.econbiz.de/10002233160
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
